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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| - | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
| 04/02/2021 | 1.88% | 0.38 | 0.39 | 250,000 | 250,000 | 250,000 | 250,000 | 133,289 | 135,789 | 100.00% | 100.00% |
| 03/02/2021 | 1.42% | 0.63 | 0.64 | 250,000 | 250,000 | 250,000 | 250,000 | 175,398 | 177,898 | 100.00% | 100.00% |
| 02/02/2021 | 1.02% | 0.86 | 0.87 | 250,000 | 250,000 | 250,000 | 250,000 | 244,026 | 246,526 | 100.00% | 100.00% |
| 01/02/2021 | 0.73% | 1.41 | 1.42 | 250,000 | 250,000 | 250,000 | 250,000 | 343,883 | 346,383 | 99.28% | 99.28% |
| 29/01/2021 | 0.65% | 1.58 | 1.59 | 250,000 | 250,000 | 250,000 | 250,000 | 386,158 | 388,658 | 100.00% | 100.00% |
| 28/01/2021 | 0.65% | 1.20 | 1.21 | 250,000 | 250,000 | 250,000 | 250,000 | 389,672 | 392,172 | 100.00% | 100.00% |
| 27/01/2021 | 0.86% | 1.31 | 1.32 | 250,000 | 250,000 | 250,000 | 250,000 | 302,027 | 304,527 | 100.00% | 100.00% |
| 26/01/2021 | 1.21% | 0.79 | 0.80 | 250,000 | 250,000 | 250,000 | 250,000 | 207,379 | 209,879 | 100.00% | 100.00% |
| 25/01/2021 | 0.97% | 1.30 | 1.31 | 250,000 | 250,000 | 250,000 | 250,000 | 266,352 | 268,851 | 91.73% | 91.73% |
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